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~person:"Lee, Cheng F."
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Option pricing theory
8
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Lee, Cheng F.
Ryu, Doojin
28
Hull, John
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22
Carr, Peter
21
Cui, Zhenyu
21
Madan, Dilip B.
21
Perrakis, Stylianos
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18
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18
Fodor, Andy
17
Thomsett, Michael C.
17
Jackwerth, Jens Carsten
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Kelly, Bryan T.
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Lee, Hangsuck
16
Stentoft, Lars
16
Fusai, Gianluca
15
Todorov, Viktor
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Kang, Boda
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Pedersen, Lasse Heje
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Fabozzi, Frank J.
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Kwok, Yue-Kuen
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Lung, Peter P.
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11
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Advances in quantitative analysis of finance and accounting : a research annual
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Quantitative finance
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SpringerLink / Bücher
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ECONIS (ZBW)
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Option prices and stock market momentum : evidence from China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
Saved in:
2
Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
Saved in:
3
Handbook of quantitative finance and risk management ; Vol. 3
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651261
Saved in:
4
Handbook of quantitative finance and risk management ; Vol. 2
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651262
Saved in:
5
Handbook of quantitative finance and risk management ; Vol. 1
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651264
Saved in:
6
Handbook of quantitative finance and risk management
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651388
Saved in:
7
Handbook of Quantitative Finance and Risk Management
Lee, Cheng F.
-
2010
Overview of Quantitative Finance and Risk Management Research -- Portfolio Theory and Investment Analysis -- Options and Option Pricing Theory -- Risk Management -- Theory, Methodology, and Applications
Persistent link: https://www.econbiz.de/10013522707
Saved in:
8
Biases and sensitivities of the black-scholes option price
Lee, Cheng F.
- In:
Advances in quantitative analysis of finance and …
4
(
1996
),
pp. 105-116
Persistent link: https://www.econbiz.de/10001202959
Saved in:
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